+29.5%
KIM vs URA
+371.9%
-342.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | 0.0% |
| 7D | -0.3% | +8.1% | -8.4% | -2.1% |
| 30D | -1.7% | +5.8% | -7.5% | -3.2% |
| 3M | -0.8% | +3.4% | -4.3% | -2.4% |
| 6M | +4.4% | -2.6% | +7.0% | +3.1% |
| YTD | +21.2% | +11.2% | +10.1% | +14.0% |
| 1Y | +10.5% | +19.8% | -9.3% | 0.0% |
| 3Y | +47.5% | +121.5% | -74.0% | +5.1% |
| 5Y | +37.1% | +134.5% | -97.4% | -9.9% |
| 10Y | +29.5% | +376.7% | -347.2% | -43.8% |
| All | +29.5% | +371.9% | -342.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling